Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,69% | 101,30 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 300 CHF | 102 000 CHF | 83,62% | 83,62% |
19/11/2024 | 0,69% | 101,30 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 300 CHF | 102 000 CHF | 94,20% | 94,20% |
18/11/2024 | 0,79% | 101,20 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 200 CHF | 102 000 CHF | 97,17% | 97,17% |
15/11/2024 | 0,79% | 101,20 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 200 CHF | 102 000 CHF | 94,56% | 94,56% |
14/11/2024 | 0,69% | 101,30 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 300 CHF | 102 000 CHF | 97,38% | 97,38% |
13/11/2024 | 0,79% | 101,30 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 300 CHF | 102 100 CHF | 87,56% | 87,56% |
12/11/2024 | 0,79% | 101,30 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 300 CHF | 102 100 CHF | 98,76% | 98,76% |
11/11/2024 | 0,79% | 101,30 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 300 CHF | 102 100 CHF | 99,11% | 99,11% |
08/11/2024 | 0,79% | 101,30 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 300 CHF | 102 100 CHF | 55,00% | 55,00% |
07/11/2024 | 0,69% | 101,40 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 400 CHF | 102 100 CHF | 97,51% | 97,51% |